We provide a different proof of the Ansel and Stricker's lemma, which also allows us to give a formulation of this result for the stochastic integral of measure-valued processes with respect to a family of semimartingales, indexed by a continuous parameter.
On a lemma by Ansel and Stricker / DE DONNO, Marzia; M., Pratelli. - 1899:(2007), pp. 411-414.
On a lemma by Ansel and Stricker
DE DONNO, Marzia;
2007-01-01
Abstract
We provide a different proof of the Ansel and Stricker's lemma, which also allows us to give a formulation of this result for the stochastic integral of measure-valued processes with respect to a family of semimartingales, indexed by a continuous parameter.File in questo prodotto:
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